Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Bostjan Aver
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
318
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Stress-Testing the Impact of Group Dependence on Credit Portfolio Risk
STRESS-TESTING FOR FINANCIAL INSTITUTIONS, Harald Scheule, Daniel Rösch, eds., Incisive Media, 2009
Number of pages: 19
Posted: 15 Mar 2009
Steven Vanduffel
, Bostjan Aver,
Andrew Chernih
,
Luc Henrard
and
Carmen Ribas
Vrije Universiteit Brussel (VUB),
affiliation not provided to SSRN
,
affiliation not provided to SSRN
, BNP Paribas and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Downloads
318
(184,857)
View PDF
Download
Abstract:
Dependence, correlations, credit risk, contagion, group risk, Panjer's recursion
Feedback
